play-media.el: better ytdl check

* want a way to check links that aren't-really-links. youtube-dl does not
  play nice with e.g. <ytdl://https://link.to/a/video_file.ogv>.
* add some url.el facilities. (url-get-url-at-point) is a little more
  lax than (thing-at-point 'url).
* add a message to inform what's being run